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Date/Time: Sat, 18 May 2024 05:59:32 +0000

Post From: Multiple Positions Entry and Exit

[2018-05-10 15:46:41] Link To Thread - Link To Post [Go To First Post]
User172040 - Posts: 70
I'm testing SC multiple entries and exits in the spreadsheet study. K column is a simple MA crossover trigger (=CROSSFROMBELOW(ID3.SG1@3:ID3.SG1@4,ID3.SG2@3:ID3.SG2@4)) and exit is an exact replica from SC at this link - Spreadsheet Systems, Alerts and Automated Trading: Multiple Exit Automated Trading Example Order Quantity Formula (Cell J26): =IF( ABS(J8) = 5, 2, IF( ABS(J8) = 3, 3, 0)). Buy Exit Formula (Cell L3): =OR( AND( $J$8 = 5, ID0.SG4@$3 - $J$9 > 3), AND( $J$8 = 3, ID0.SG4@$3 - $J$9 > 5)) So I have these formulas in my J26 and L3. Problem is, I thought entry would be 5 contracts and exit at 10 points would be 2 contracts off and the last 3 off at 20 points profit. If 'Allow Multiple Entries in the Same Direction' = No then only 1 contract is triggered at the beginning of the backtest period with no exit. If 'Allow Multiple Entries in the Same Direction' = Yes then multiple 1 contracts are triggered with no exits. Can someone please help?